Apache POI - Common 5.3.0 · org.apache.poi.ss.formula.functions.FinanceLib

This class is a function library for common fiscal functions. Glossary of terms/abbreviations:

FV: Future Value
PV: Present Value
NPV: Net Present Value
PMT: (Periodic) Payment

For more info on the terms/abbreviations please use the references below (hyperlinks are subject to change):

Online References:

GNU Emacs Calc 2.02 Manual: http://theory.uwinnipeg.ca/gnu/calc/calc_203.html
Yahoo Financial Glossary: http://biz.yahoo.com/f/g/nn.html#y
MS Excel function reference: http://office.microsoft.com/en-us/assistance/CH062528251033.aspx

Implementation Notes:

Symbols used in the formulae that follow:

p: present value
f: future value
n: number of periods
y: payment (in each period)
r: rate
^: the power operator (NOT the java bitwise XOR operator!)

[From MS Excel function reference] Following are some of the key formulas that are used in this implementation:

p(1+r)^n + y(1+rt)((1+r)^n-1)/r + f=0   ...{when r!=0}
ny + p + f=0                            ...{when r=0}

Access	Constructor and Description
private	FinanceLib()

Method Summary

Modifier and Type	Method and Description
public static double	fv(double rate r, double num of periods n, double pmt per period y, double present value p, boolean type (true=pmt at beginning of period, false=pmt at end of period) t) Future value of an amount given the number of payments, rate, amount of individual payment, present value and boolean value indicating whether payments are due at the beginning of period (false => payments are due at end of period)
public static double	nper(double rate r, double pmt per period y, double present value p, double future value f, boolean type (true=pmt at beginning of period, false=pmt at end of period) t)
public static double	npv(double rate r, double[] cashflow amounts cfs) calculates the Net Present Value of a principal amount given the discount rate and a sequence of cash flows (supplied as an array).
public static double	pmt(double rate r, double num of periods n, double present value p, double future value f, boolean type (true=pmt at beginning of period, false=pmt at end of period) t)
public static double	pv(double rate r, double num of periods n, double pmt per period y, double future value f, boolean type (true=pmt at beginning of period, false=pmt at end of period) t) Present value of an amount given the number of future payments, rate, amount of individual payment, future value and boolean value indicating whether payments are due at the beginning of period (false => payments are due at end of period)

Inherited from java.lang.Object:: clone equals finalize getClass hashCode notify notifyAll toString wait wait wait

Constructor Detail

FinanceLib	back to summary
private FinanceLib()

Method Detail

fv	back to summary
public static double fv(double r, double n, double y, double p, boolean t) Future value of an amount given the number of payments, rate, amount of individual payment, present value and boolean value indicating whether payments are due at the beginning of period (false => payments are due at end of period) Parameters r:double rate n:double num of periods y:double pmt per period p:double present value t:boolean type (true=pmt at beginning of period, false=pmt at end of period)

back to summary

public static double fv(double r, double n, double y, double p, boolean t)

Future value of an amount given the number of payments, rate, amount of individual payment, present value and boolean value indicating whether payments are due at the beginning of period (false => payments are due at end of period)

Parameters

r:double: rate
n:double: num of periods
y:double: pmt per period
p:double: present value
t:boolean: type (true=pmt at beginning of period, false=pmt at end of period)

nper	back to summary
public static double nper(double r, double y, double p, double f, boolean t) Parameters r:double rate y:double pmt per period p:double present value f:double future value t:boolean type (true=pmt at beginning of period, false=pmt at end of period)

npv	back to summary
public static double npv(double r, double[] cfs) calculates the Net Present Value of a principal amount given the discount rate and a sequence of cash flows (supplied as an array). If the amounts are income the value should be positive, else if they are payments and not income, the value should be negative. Parameters r:double rate cfs:double[] cashflow amounts

npv

back to summary

public static double npv(double r, double[] cfs)

calculates the Net Present Value of a principal amount given the discount rate and a sequence of cash flows (supplied as an array). If the amounts are income the value should be positive, else if they are payments and not income, the value should be negative.

Parameters

r:double: rate
cfs:double[]: cashflow amounts

pmt	back to summary
public static double pmt(double r, double n, double p, double f, boolean t) Parameters r:double rate n:double num of periods p:double present value f:double future value t:boolean type (true=pmt at beginning of period, false=pmt at end of period)

pv	back to summary
public static double pv(double r, double n, double y, double f, boolean t) Present value of an amount given the number of future payments, rate, amount of individual payment, future value and boolean value indicating whether payments are due at the beginning of period (false => payments are due at end of period) Parameters r:double rate n:double num of periods y:double pmt per period f:double future value t:boolean type (true=pmt at beginning of period, false=pmt at end of period)

back to summary

public static double pv(double r, double n, double y, double f, boolean t)

Present value of an amount given the number of future payments, rate, amount of individual payment, future value and boolean value indicating whether payments are due at the beginning of period (false => payments are due at end of period)

Parameters

r:double: rate
n:double: num of periods
y:double: pmt per period
f:double: future value
t:boolean: type (true=pmt at beginning of period, false=pmt at end of period)

public final Class FinanceLib

Constructor Summary

Method Summary

Constructor Detail

Method Detail